Back
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Tier-1 brand and popular Python developer title, but senior quant/risk specialization reduces applicant density.
Strong market-risk, quant, and banking-domain emphasis makes skills less transferable across industries.
Explicit 12+ years VP requirement with mandatory Python, distributed systems, and market-risk expertise increases filter strictness.
Lead architecture, design, and hands-on development of horizontally scalable, high-performance Python applications and platforms for quantitative computation.
Own technical initiatives end-to-end including planning, governance, budgeting, and ensure adherence to SDLC, code quality, and continuous integration.
Collaborate with global cross-functional teams including Risk, Analytics, Quants, Front Office, DevOps, and Production Support to deliver critical market risk and regulatory projects.
12+ years of hands-on Python application development experience with expertise in Python 3.x, data structures, algorithms, and design patterns.
Proven experience in distributed systems, RESTful API design, relational and NoSQL databases, Unix/Linux environments, and containerization (Docker) with Kubernetes orchestration.
Experience with cloud platforms (AWS or IBM Symphony Grid), CI/CD pipelines, automated testing (Pytest, unittest), and secure coding practices.
Experience delivering quantitative and market risk projects, including stress testing and regulatory risk in Market Risk domain.
Technical leader comfortable driving software engineering excellence and complex project management in a matrixed, global financial services environment.
Strong background in quantitative computation with advanced Python libraries (NumPy, Pandas, SciPy) and risk methodologies (VaR, stress testing).
Experience integrating AI/ML tools into development workflows and familiarity with Agile/Scrum as well as working under tight deadlines and changing priorities.